Normal Approximation and Asymptotic Expansions

by Rabi N. Bhattacharya, R. Ranga Rao

Although Normal Approximation and Asymptotic Expansions was first published in 1976, it has gained new significance and renewed interest among statisticians due to the developments of modern statistical techniques such as the bootstrap, the efficacy of which can be ascertained by asymptotic expansions. This is also the only book containing a detailed treatment of various refinements of the multivariate central limit theorem (CLT), including Berry–Essen-type error bounds for probabilities of general classes of functions and sets, and asymptotic expansions for both lattice and non-lattice distributions. With meticulous care, the authors develop the necessary background weak convergence theory, Fourier analysis, geometry of convex sets and the relationship between lattice random vectors and discrete subgroups of Rk.

332 pages, Paperback

First published November 1, 2010